When I was younger and played much more often, the groups I was a part of had occasional character deaths. The DMs (including myself) didn't go out of our way to kill PCs, but sometimes it happened. Like others have said, those are the breaks. I once went back to my dead character file and found dozens of PCs I had forgotten about, mostly low level. Probably as many as my still playable PC list (many of whom had also died, usually more than once).
When I moved to my current location almost 15 years ago and joined my current game, things changed. The DMs in this group just don't like killing characters. There are four of us who DM and I'm the only one with no qualms about it. One of the other DMs is pretty smooth with his fudging and the other two are pretty bad at hiding it.
A few years ago we had our one and only character death when my cleric, who was hurting, got in the way of another PC's lightning bolt. In order not to alert the enemies, she yelled "duck" in elvish and my cleric was the only one in the party who didn't speak it. Everyone (including the DM) looked at me with horrified expressions, but I just shrugged my shoulders and said, "Hey, it happens. It's part of the game." Later, the DM went out of his way to have my character raised.
I nearly killed a character at the last session. I told the player how much damage his rogue took and he said, "Oh man, I'm dead" and tipped over his figure. Later, as the fight was nearly over, he discovered that he had made a math error and shouldn't have even been unconscious. The other players gave him a hard time about laying down on the job, and it will become another of our group stories. I don't think they'll be too upset if someone dies now, which is good because, as I said, I (unlike the other DMs) don't pull my punches unless I've made a grave DM error.
Wow, that was much longer than I'd intended. My stream of consciousness must have overflowed its banks.
-Dave